+25.6%
HYG vs CLBK
+52.2%
-26.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -1.5% | +0.7% | -0.6% |
| 30D | -0.7% | -1.0% | +0.3% | -0.7% |
| 3M | -0.2% | +22.9% | -23.1% | -1.6% |
| 6M | +1.4% | +44.2% | -42.8% | -1.2% |
| YTD | +1.5% | +64.0% | -62.5% | -2.1% |
| 1Y | +2.9% | +65.7% | -62.8% | -0.9% |
| 3Y | +25.6% | +54.1% | -28.4% | +20.5% |
| All | +25.6% | +52.2% | -26.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling